dcov (version 0.1.1)

A Fast Implementation of Distance Covariance

Description

Efficient methods for computing distance covariance and relevant statistics. See Szkely et al.(2007) ; Szkely and Rizzo (2013) ; Szkely and Rizzo (2014) ; Huo and Szkely (2016) .

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Install

install.packages('dcov')

Monthly Downloads

302

Version

0.1.1

License

GPL-2

Maintainer

Hang Weiqiang

Last Published

June 25th, 2020

Functions in dcov (0.1.1)

dcov

Distance covariance

dcov2d

Fast distance covariance for two bivariate variables

pcov

Projection covariance between two random vectors This function implements the projection correlation in Zhu et al.(2017)

mdcov

Marginal distance covariance This function implements the method of calculating distance covariance between y and each column in x

dcor.ttest

Distance correlation T-test It uses the result of U-statistic distance correlation to test independence for high dimensional data

dcor.test

Permutation test of distance correlation and partial distance correlation

pdcov

Partial distance covariance

centering

Centering method This method implements the double centering and U-centering during computing distance covariance.